Calendar Call Spreads — VCX
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| VCX | 29.05 | 11-20 25.00 | 5.90 | 01-15 25.00 | 5.00 | 0.90 | 0.00 | 0.24 |
| VCX | 29.05 | 11-20 30.00 | 2.20 | 01-15 30.00 | 3.60 | -1.40 | 0.00 | 0.09 |
| VCX | 29.05 | 11-20 35.00 | 1.00 | 01-15 35.00 | 2.45 | -1.45 | 0.00 | 0.05 |